| Trading Metrics calculated at close of trading on 28-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
5,123.5 |
5,210.5 |
87.0 |
1.7% |
5,308.0 |
| High |
5,291.0 |
5,291.0 |
0.0 |
0.0% |
5,353.0 |
| Low |
5,123.5 |
5,120.0 |
-3.5 |
-0.1% |
4,898.5 |
| Close |
5,218.0 |
5,121.5 |
-96.5 |
-1.8% |
5,040.0 |
| Range |
167.5 |
171.0 |
3.5 |
2.1% |
454.5 |
| ATR |
157.9 |
158.8 |
0.9 |
0.6% |
0.0 |
| Volume |
141,624 |
121,864 |
-19,760 |
-14.0% |
659,814 |
|
| Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,690.5 |
5,577.0 |
5,215.5 |
|
| R3 |
5,519.5 |
5,406.0 |
5,168.5 |
|
| R2 |
5,348.5 |
5,348.5 |
5,153.0 |
|
| R1 |
5,235.0 |
5,235.0 |
5,137.0 |
5,206.0 |
| PP |
5,177.5 |
5,177.5 |
5,177.5 |
5,163.0 |
| S1 |
5,064.0 |
5,064.0 |
5,106.0 |
5,035.0 |
| S2 |
5,006.5 |
5,006.5 |
5,090.0 |
|
| S3 |
4,835.5 |
4,893.0 |
5,074.5 |
|
| S4 |
4,664.5 |
4,722.0 |
5,027.5 |
|
|
| Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,460.5 |
6,205.0 |
5,290.0 |
|
| R3 |
6,006.0 |
5,750.5 |
5,165.0 |
|
| R2 |
5,551.5 |
5,551.5 |
5,123.5 |
|
| R1 |
5,296.0 |
5,296.0 |
5,081.5 |
5,196.5 |
| PP |
5,097.0 |
5,097.0 |
5,097.0 |
5,047.5 |
| S1 |
4,841.5 |
4,841.5 |
4,998.5 |
4,742.0 |
| S2 |
4,642.5 |
4,642.5 |
4,956.5 |
|
| S3 |
4,188.0 |
4,387.0 |
4,915.0 |
|
| S4 |
3,733.5 |
3,932.5 |
4,790.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,291.0 |
4,898.5 |
392.5 |
7.7% |
188.5 |
3.7% |
57% |
True |
False |
149,564 |
| 10 |
5,384.5 |
4,898.5 |
486.0 |
9.5% |
160.5 |
3.1% |
46% |
False |
False |
133,553 |
| 20 |
5,418.0 |
4,898.5 |
519.5 |
10.1% |
153.5 |
3.0% |
43% |
False |
False |
103,018 |
| 40 |
5,627.0 |
4,819.5 |
807.5 |
15.8% |
150.5 |
2.9% |
37% |
False |
False |
51,915 |
| 60 |
6,000.5 |
4,819.5 |
1,181.0 |
23.1% |
115.5 |
2.3% |
26% |
False |
False |
34,612 |
| 80 |
6,000.5 |
4,819.5 |
1,181.0 |
23.1% |
92.5 |
1.8% |
26% |
False |
False |
25,964 |
| 100 |
6,000.5 |
4,819.5 |
1,181.0 |
23.1% |
75.0 |
1.5% |
26% |
False |
False |
20,772 |
| 120 |
6,000.5 |
4,819.5 |
1,181.0 |
23.1% |
63.5 |
1.2% |
26% |
False |
False |
17,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,018.0 |
|
2.618 |
5,738.5 |
|
1.618 |
5,567.5 |
|
1.000 |
5,462.0 |
|
0.618 |
5,396.5 |
|
HIGH |
5,291.0 |
|
0.618 |
5,225.5 |
|
0.500 |
5,205.5 |
|
0.382 |
5,185.5 |
|
LOW |
5,120.0 |
|
0.618 |
5,014.5 |
|
1.000 |
4,949.0 |
|
1.618 |
4,843.5 |
|
2.618 |
4,672.5 |
|
4.250 |
4,393.0 |
|
|
| Fisher Pivots for day following 28-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
5,205.5 |
5,116.5 |
| PP |
5,177.5 |
5,112.0 |
| S1 |
5,149.5 |
5,107.0 |
|